ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 775.0 773.3 -1.7 -0.2% 760.1
High 777.7 776.4 -1.3 -0.2% 777.7
Low 772.7 773.3 0.6 0.1% 760.1
Close 777.0 779.3 2.3 0.3% 779.3
Range 5.0 3.1 -1.9 -38.0% 17.6
ATR 6.6 6.4 -0.2 -3.1% 0.0
Volume 20 20 0 0.0% 221
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 785.8 785.5 781.0
R3 782.5 782.5 780.3
R2 779.5 779.5 779.8
R1 779.3 779.3 779.5 779.5
PP 776.3 776.3 776.3 776.3
S1 776.3 776.3 779.0 776.3
S2 773.3 773.3 778.8
S3 770.3 773.3 778.5
S4 767.0 770.0 777.5
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 825.3 819.8 789.0
R3 807.5 802.3 784.3
R2 790.0 790.0 782.5
R1 784.8 784.8 781.0 787.3
PP 772.3 772.3 772.3 773.8
S1 767.0 767.0 777.8 769.8
S2 754.8 754.8 776.0
S3 737.3 749.5 774.5
S4 719.5 731.8 769.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777.7 760.1 17.6 2.3% 3.3 0.4% 109% False False 44
10 777.7 737.9 39.8 5.1% 3.5 0.4% 104% False False 61
20 777.7 734.0 43.7 5.6% 2.3 0.3% 104% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 789.5
2.618 784.5
1.618 781.5
1.000 779.5
0.618 778.3
HIGH 776.5
0.618 775.3
0.500 774.8
0.382 774.5
LOW 773.3
0.618 771.5
1.000 770.3
1.618 768.3
2.618 765.3
4.250 760.0
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 777.8 777.8
PP 776.3 776.3
S1 774.8 774.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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